Senior Stress Testing & Liquidity Risk Leader

OCC; Chicago (IL); Hybrid; USD 188,000 - 260,000; Full time

Benefits offered by this job

Tuition Reimbursement

Student Loan Repayment Assistance

Technology Stipend

Generous PTO and Parental leave

401k Employer Match

Comprehensive health benefits

Job summary

OCC is seeking a Principal to lead stress testing initiatives within the Stress Testing Group. You will mentor junior staff, collaborate with IT on a new stress testing system, and support regulatory filings and exams.

You will drive analytical improvements and produce clear management reports, with direct interaction with OCC senior management and regulators. You will analyze risk exposures, work with product teams on requirements, develop stress test capabilities, and contribute to policy

Qualifications

• Bachelor's degree or equivalent; graduate degree preferred.
• 10+ years in risk management, experience with exchanges/regulators preferred.
• Strong understanding of market, credit, liquidity risk and VaR/SPAN.
• Experience translating complex analytics for leadership audiences.
• Ability to work independently and manage multiple high-priority projects.

Responsibilities

• Analyze market and stress test risk exposures across OCC products.
• Develop business requirements for stress testing capabilities.
• Collaborate with RM group on model enhancements and stress tests.
• Create tools for position and exposure reporting from large data sets.
• Interface with regulators and internal/external stakeholders on inquiries and audits.
• Explain complex topics to diverse audiences and support member inquiries.

Skills

Derivatives risk Mgmt

Analytical reasoning

Mentoring

Communication skills

Project prioritization

Education

Bachelor's degree or equivalent

Graduate degree (preferred)

Tools

SQL

Python

R

Matlab

Tableau

Alteryx

Jira

Claude Chat AI tools

Job description

OCC is seeking a Principal to lead stress testing initiatives within the Stress Testing Group. You will mentor junior staff, collaborate with IT on a new stress testing system, and support regulatory filings and exams.

You will drive analytical improvements and produce clear management reports, with direct interaction with OCC senior management and regulators. You will analyze risk exposures, work with product teams on requirements, develop stress test capabilities, and contribute to policy